Naphtha Israel Petroleum Cor Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.05% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5406 | 6.14 | |
| 0.1212 | 7.72 | |
| 0.8075 | 43.87 | |
| -0.1311 | -3.78 | |
| 0.2165 | 4.07 | |
| -0.1663 | -4.20 | |
| 0.1981 | 5.20 | |
| -0.2012 | -4.57 | |
| 0.1498 | 3.13 | |
| -0.2037 | -3.80 |
Estimation Period:
Nov 28, 1995 to Feb 6, 2026
Nov 28, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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